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Failure Rate Estimation in a Dynamic Environment
-
Evans Gouno
und
Lise Guérineau
Veröffentlicht/Copyright:
29. April 2015
Abstract
We present a method to assess the reliability of a material operating in a dynamic environment. The dynamic environment is represented as a sequence of shocks governed by a self-exciting point process. The time-to-failure of the material is assumed to have a piecewise exponential distribution. A Cox model is integrated to take into account the effect of the stress. Maximum likelihood estimates of the model parameters are obtained and their properties are studied through simulated data. An application on field data is displayed. Hypothesis testing procedures for environment effect are suggested.
Keywords: Reliability; Failure Rate; Self-Exciting Point Process; Piecewise Exponential Distribution; Cox Model; Maximum Likelihood; Hypothesis Testing
Received: 2014-11-8
Revised: 2014-11-28
Accepted: 2014-12-8
Published Online: 2015-4-29
Published in Print: 2015-6-1
© 2015 by De Gruyter
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Artikel in diesem Heft
- Frontmatter
- Failure Rate Estimation in a Dynamic Environment
- Bayesian Analysis of the Brown–Proschan Model
- Forecasting Stock Market Trends
- Life in Bridgetown, Barbados, According to the Westbury Cemetery Records 1877–1976
- Numerical Methods of Karhunen–Loève Expansion for Spatial Data
Schlagwörter für diesen Artikel
Reliability;
Failure Rate;
Self-Exciting Point Process;
Piecewise Exponential Distribution;
Cox Model;
Maximum Likelihood;
Hypothesis Testing
Artikel in diesem Heft
- Frontmatter
- Failure Rate Estimation in a Dynamic Environment
- Bayesian Analysis of the Brown–Proschan Model
- Forecasting Stock Market Trends
- Life in Bridgetown, Barbados, According to the Westbury Cemetery Records 1877–1976
- Numerical Methods of Karhunen–Loève Expansion for Spatial Data
